Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 856'032 CHF | 857'032 CHF | 99.97% | 99.97% |
19.11.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 840'836 CHF | 841'836 CHF | 99.99% | 99.99% |
18.11.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 864'047 CHF | 865'047 CHF | 99.99% | 99.99% |
15.11.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100'000 | 100'000 | 99'433 | 99'433 | 876'158 CHF | 877'155 CHF | 99.99% | 99.99% |
14.11.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 100'000 | 100'000 | 99'946 | 99'946 | 878'769 CHF | 879'769 CHF | 99.32% | 99.32% |
13.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 100'000 | 100'000 | 99'745 | 99'745 | 843'368 CHF | 844'366 CHF | 96.75% | 96.75% |
12.11.2024 | 0.11% | 8.48 CHF | 8.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 875'827 CHF | 876'827 CHF | 99.99% | 99.99% |
11.11.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 905'194 CHF | 906'194 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 8.78 CHF | 8.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 885'749 CHF | 886'749 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 900'925 CHF | 901'925 CHF | 100.00% | 100.00% |